Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/100619
DC Field | Value | Language |
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dc.contributor | 財管系 | - |
dc.creator | 陳鴻毅 | - |
dc.creator | Chen, Hong-Yi;Lee, Alice C.;Lee, Cheng-Few | - |
dc.date | 2015 | - |
dc.date.accessioned | 2016-08-22T08:39:06Z | - |
dc.date.available | 2016-08-22T08:39:06Z | - |
dc.date.issued | 2016-08-22T08:39:06Z | - |
dc.identifier.uri | http://nccur.lib.nccu.edu.tw/handle/140.119/100619 | - |
dc.description.abstract | tSpecification error and measurement error are two major issues in finance research. The main purposeof this paper is (i) to review and extend existing errors-in-variables (EIV) estimation methods, includingclassical method, grouping method, instrumental variable method, mathematical programming method,maximum likelihood method, LISREL method, and the Bayesian approach; (ii) to investigate how EIVestimation methods have been used to finance related studies, such as cost of capital, capital structure,investment equation, and test capital asset pricing models; and (iii) to give a more detailed explanationof the methods used by Almeida et al. (2010). | - |
dc.format.extent | 960297 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.relation | The Quarterly Review of Economics and Finance, Vol.58, pp.213-227 | - |
dc.subject | Measurement error ; Errors-in-variables ; Cost of capital ; Capital structure ; Investment equation ; Capital asset pricing modela | - |
dc.title | Alternative errors-in-variables models and their applications in finance research | - |
dc.type | article | - |
dc.identifier.doi | 10.1016/j.qref.2014.12.002 | - |
dc.doi.uri | http://dx.doi.org/10.1016/j.qref.2014.12.002 | - |
item.grantfulltext | open | - |
item.fulltext | With Fulltext | - |
item.cerifentitytype | Publications | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | article | - |
Appears in Collections: | 期刊論文 |
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407185.pdf | 937.79 kB | Adobe PDF2 | View/Open |
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